+143.3%
CVX vs ALHC
-28.9%
+172.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.3% | -0.6% | +3.9% | +3.3% |
| 30D | +12.9% | -1.0% | +13.9% | +12.9% |
| 3M | +11.7% | -10.2% | +21.9% | +11.5% |
| 6M | +14.1% | -28.3% | +42.4% | +14.4% |
| YTD | +40.7% | -31.4% | +72.1% | +41.1% |
| 1Y | +37.5% | -16.9% | +54.4% | +37.2% |
| 3Y | +43.9% | +135.5% | -91.5% | +37.7% |
| 5Y | +161.5% | -33.6% | +195.1% | +157.9% |
| All | +143.3% | -28.9% | +172.2% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling